Essays about: "Credit Rating"

Showing result 11 - 15 of 142 essays containing the words Credit Rating.

  1. 11. Trends in the Capital Structure and Risk Assessment of Swedish Real Estate Companies : A Study on the Impact of the 2022-2023 Shift in Interest Rates

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Karolina Landgärds; Hanna Lövgren; [2023]
    Keywords : Real estate; Capital structure; Financial risk; Interest rate risk; Fastigheter; Kapitalstruktur; Finansiell risk; Ränterisk;

    Abstract : This study aims to analyse the changes in the capital structure of Swedish real estate companies over the past five years, with a particular focus on the period 2022-2023, characterised by the policy interest rate increasing from zero to 3.5 percent. READ MORE

  3. 12. A multi-gene symbolic regression approach for predicting LGD : A benchmark comparative study

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Hanna Tuoremaa; [2023]
    Keywords : Symbolic regression; loss given default; credit risk; logit transformed regression; beta regression; multi-gene genetic programming; regression tree;

    Abstract : Under the Basel accords for measuring regulatory capital requirements, the set of credit risk parameters probability of default (PD), exposure at default (EAD) and loss given default (LGD) are measured with own estimates by the internal rating based approach. The estimated parameters are also the foundation of understanding the actual risk in a banks credit portfolio. READ MORE

  4. 13. CSR & debt funding: The impact of corporate social responsibility on borrowing costs in the market

    University essay from Lunds universitet/Innovationsteknik

    Author : Adam Krusvar; [2022]
    Keywords : CSR; credit ratings; strategy; cost of debt; Technology and Engineering;

    Abstract : This paper examines the relationship between credit ratings and aggregate, as well as individual pillar CSR scores during the periods of 2009 and 2014 for European corporations. The results indicate that the aggregate CSR scores did not influence credit ratings for either period. READ MORE

  5. 14. Incorporating Climate Change in the Eurosystem's Corporate Sector asset purchases : Design of a Climate Change Score

    University essay from KTH/Hållbar utveckling, miljövetenskap och teknik

    Author : Maxime Barthe; [2022]
    Keywords : Climate change score; Corporate sector; Asset purchases; Eurosystem; Klimatrelaterade betyg; Företagssektorn; Tillgångsköp; Eurosystemet;

    Abstract : The new European Central Bank’s strategy review, unveiled in July 2021, has placed climate change at the core of its new monetary policy strategy. As climate change affects price stability through physical and transition risks, climate change considerations belong to the Eurosystem’s primary mandate. READ MORE

  6. 15. The Effect of Credit Rating Announcements on the GICS Market Sectors

    University essay from Göteborgs universitet/Graduate School

    Author : Karl Rohlén; Tobias Rosén; [2021-06-30]
    Keywords : Abnormal returns; Rating Announcements; Credit Rating Changes; Credit Outlooks; Credit Reviews; Standard Poor’s; Moody’s;

    Abstract : The purpose of this paper is to test the effect on the GICS sectors stock returns found on the S&P 500 from credit rating announcements provided by Standard & Poor’s and Moody’s through an event study spanning from 2000 to 2019. We find that the GICS sectors exhibit different effects in stock returns, where the magnitude depends on the rating announcement. READ MORE